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Citation: G. Kou, S. et Wang, Hui, First passage times of a jump diffusion process, Advances in applied probability , 35(1), 2003, pp. 504-531

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Authors: Dupuis, Paul Wang, Hui

Citation: Dupuis, Paul et Wang, Hui, On the convergence from discrete to continuous time in an optimal stopping problem, Annals of applied probability , 15(2), 2005, pp. 1339-1366